+55.3%
XOM vs CHRW
+85.0%
-29.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.6% |
| 7D | -2.4% | +1.9% | -4.3% | -2.5% |
| 30D | +5.7% | +0.9% | +4.7% | +5.6% |
| 3M | +6.6% | -19.9% | +26.4% | +8.3% |
| 6M | +7.7% | -15.8% | +23.5% | +8.8% |
| YTD | +36.2% | -5.6% | +41.8% | +35.4% |
| 1Y | +50.5% | +21.0% | +29.5% | +44.5% |
| All | +55.3% | +85.0% | -29.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling